Prof. Dr. Fredj JAWADI
Associate Professor of Economics (MCF-HDR) at the University of Evry

Associate Professor of Economics (MCF-HDR) at the University of Evry, and a Researcher Fellow at EconomiX-CNRS (University of Paris West) in France. Also, He is a Deputy Director for CAC (Cliometrics and Complexity Team at IXXI Complex Systems Institute, http://www.ixxi.fr/?p=3219) in France. In addition, he is an Officer of the Society for Economic Measurement in the U.S. (http://sem.society.cmu.edu/home.html ), and a Research Fellow at the Economic Research Forum (ERF).

His research focuses on Financial Economics (Financial Markets, Empirical Finance, Market Microstructure, Islamic Finance, Monetary Policy, Macroeconomics), & Applied Econometrics (Time Series, Nonlinear Dynamics, Macroeconometrics,Panel Data).

He has over seventy papers published in various International Journals and co-authored and co-edited several books and book chapters.

He has also served as an Associate Editor or a Subject Editor in several Journal and Chairman of two International Conferences: The first one covers topics on Computational Economics (International Symposium in Computational Economics and Finance (www.iscef.com ), while the second one looks at the recent developments in financial and nonlinear econometrics: International Workshop on Financial Markets and Nonlinear Dynamics (www.fmnd.fr).

Prof. Dr. Joerg Breitung
Professor in the Center of Econometrics and Statistics, University of Cologne, Germany

Institut für Ökonometrie und Statistik. Universität zu Köln
His research focuses on Unit Roots and Cointegration, Empirical Finance, Econometric Forecasting and Panel Data Analysis.
Education:

• 2000, Habilitation, Humboldt University Berlin
• 1992, Dr. rer. pol., (PhD) University of Hannover
• 1987 Dipl.-Ökonom (Master) University of Hannover
• 1984 Vordiplom (Bachelor) Technical University Braunschweig

• 2014 – full professor (W3) of econometrics, University of Cologne
• 2002 – full professor (C4) of econometrics, University of Bonn
• 2002 full professur (C3) of econometrics, University of Göttingen
• 2001 visiting professor (Lehrstuhlvertretung) ML University of Munich
• 1994–2002 lecturer (Hochschulassistent), Humboldt-University of Berlin
• 1993 Postdoc at the Tinbergen Institute, University of Amsterdam
• 1992 lecturer, University of Hannover
• 1987–1992 research assistant (Wissenschaftlicher Mitarbeiter), University of Hannover

• 2002 – Scientific Consultant for the German Bundesbank, Frankfurt
• 2011 – Scientific Consultant for the German Institute of Economic Research (DIW)
• 2002 – Associate Editor of Computational Statistics
• 2003 – 2011 Associate Editor of Empirical Economics
• 2012 – Associate Editor of Econometrics Journal
• 2012 – Associate Editor of Economics Letters
• 2009 – Member of the Scientific Committee of the Conferences of Panel Data
• 2005 – Member of the Scientific Advisory Board of CASE, Berlin.

Senior Economis, Dr. Travis J. Berge
Senior Economist. Board of Governors of the Federal Reserve System

Current Macroeconomic Conditions Section. Research and Statistics. Senior Economist, Board of Governors of the Federal Reserve System (2015-present)
Economist, Board of Governors of the Federal Reserve System (2014-2015)
Economist, Federal Reserve Bank of Kansas City (2011-2014)

• Ph.D., Economics, University of California - Davis, 2011
• M.A., Economics, University of California Davis, 2007
• B.A., Economics, University of Colorado Boulder, 2004

Dr. Anna Korzeniewska
Faculty, Department of Neurology at Johns Hopkins University School of Medicine, Baltimore MD, USA

Talk Title: Event Related Causality analysis of electrocorticographic (ECoG) time series as diagnostic tool for epileptic surgery
Education:
postdoctoral - Neurology, Johns Hopkins University School of Medicine, Baltimore MD, USA
PhD - Neuroscience, Nencki Institute of Experimental Biology, Warsaw, Poland
MSc - Medical Physics, University of Warsaw, Poland

• Dynamics of causal interactions among brain networks responsible for motor, language, and other cognitive functions
• Propagation of neural activity underlying pathology e.g. epileptic seizures
• Computational methods for determining information flow, or effective connectivity, within neural networks
• Translational research aimed to help people with brain diseases or dysfunctions

Senior Scientist, Dr. Joan Paredes
European Central Bank, Germany

Dr. Joan Paredes, Economist,
DG-Economics/DG-Research
European Central Bank
Frankfurt am Main, Germany

• Economist, DG-Economics/DG-Research, ECB

• Fiscal and Monetary Policy
• Business cycle analysis
• Now-casting/Forecasting
• Modeling

• Doctorate in Economics, Goethe University Frankfurt (Adviser: Thomas Laubach)
Degree in Economics, University of Barcelona Degree in Finance and Actuarial Science, University of Barcelona and Karlsruhe Institut of Technology

• 2004-present: European Central Bank

Senior Scientist, Dr. Pekka Koponen
Senior Scientist, D.Sc.Tech, VTT Technical Research Centre of Finland, Energy Systems, P.O. Box 1000, FI-02044 VTT, Finland

Dr. Veli Pekka Koponen is a senior scientist at VTT Technical Research Centre of Finland. He joined VTT in 1988 and has there developed various issues related to the customer connections of energy networks and markets, such as demand side management, demand response, aggregation of distributed energy resources (DER) for the markets, distributed ancillary service provision, smart metering requirements, modelling, forecasting and optimization of the operation of DER comprising consumption, storages, generation and micro-grids, energy management, requirements and measurement methods for power quality monitoring, electromagnetic compatibility, grid connection requirements, requirements for communication with DER and related cyber security and data privacy issues. He has received the following degrees: in 2002 Doctor of Technology in Power Engineering from Tampere University of Technology, in 1986 Licentiate of Technology in Control Engineering and in 1981 M.Sc. Tech. in Control Engineering both from Helsinki University of Technology, which is now Aalto University. He has participated in the International Energy Agency Demand Side Management Implementing Agreement (IEA DSM IA) as a national expert both in its tasks and Executive Committee. Now he represents VTT in the national subcommittee of the IEC TC8 on system aspects of power systems.

He has contributed in several projects regarding forecasting and optimization of the control responses of the demand. In his first projects at VTT the focus was on the energy management and trading of large base metal companies but in 1996 his main focus shifted to enabling the use of aggregated flexibilities of small residential electricity consumers for the electricity markets and grids. Now he works in the project “Improved Modelling of Electric Loads for Enabling Demand Response by Applying Physical and Data-Driven Models” (RESPONSE) that spans 2015 – 2018 and is funded by the Academy of Finland . He alsoparticipates in an EU H2020 project SmartNet that studies future TSO-DSO interaction schemes, market architectures and ICT solutions for the integration of power system ancillary services (provision of flexibility and fast reserves) from the demand side management and distributed generation.

Prof. Dr. Philipp Sibbertsen
Director Institute of Statistics.
University of Hannover. Germany.

Academmic Positions
since 20005 Professor of Statistics
2011 Visiting professor CREEATES, Univerrsity Aarhus, Denmark
2004 – 2005 “Heisenberg” scholarship holder of DFG
2001 – 2002 Visiting researcher at the Cardiff Business School, Cardiff University, Great Britain
2001 – 2004 Assistantt Professor at the Institute of Economic- and Sociaal Statistics at the departmeent of Statistics, Universitty Dortmund
1999 – 2001 Research assistant at the Institutee of Economicc- and Sociall Statistics att the departmeent of Statisttics Universityy Dortmund
Other Positions
2011-2013: Dean of studies at the School of Business and Economics, Leibniz University Hannover
2008-2012: Chairman of the committe on Statistical Theory of "Deutsche Statistische Gesellschaft"
2006-2011: International coordinator at the School of Business and Economics, Leibniz University Hannover.
Member of Editorial Boards of "Statistical Papers"
Research Interests:
Long memmory time series
Nonlinear time series
Statistics of Financial Markets
(for details see https://www.statistik.uni-hannover.de/sibbertsen.html?&L=1).

Prof. Dr. Gerhard Rünstler
European Central Bank,
Frankfurt am Main, Germany.

Academmic Positionss
Principal Economist at European Central Bank with expertise in Econometrics, Financial Economics, Macroeconomics (for details see https://www.ecb.europa.eu/pub/research/authors/profiles/gerhard-ruenstler.en.html).

Prof. Dr. Michael Graff
ETH Zurich
KOF Swiss Economic Institute
Zurich, Switzerland

My research is directed to various fields of Economics with emphasis on macroeconomic topis related to economic performance and growth. I am engaged in comparative analyses of educational, financial political and socioeconomic systems and their effects on economic performance. Recently I have extended this research programme to the significance of different legal traditions in shaping the monetary and financial system. Moreover, I am working on monetary policy, trade policy, international business cycles, and economic forecasting.
(For more details see).

Prof. Dr. Kalle Saastamoinen
Department of Military Technology,
National Defence University,
Helsinki, Finland

Currently working as a senior lecturer in National Defence University, Helsinki. Ph.D. of applied mathematics since 2008 from Lappeenranta University of Technology. My research interests are computational logic and its applications, AI based expert systems, data classification, military technology research, teaching technology and its usage. Recent years I have concentrated in my teaching tasks in Defence University and tutoring of military research related to operational analysis, mathematical modelling and simulation.
(For more details see).

Dr. Rebecca Killick
Department Mathematics and Statistics
Fylde College, Lancaster University, United Kingdom.

Lecturer in Statistics at Lancaster University. Her research interests include: nonstationary time series, changepoints, multiscale methods in statistics, applications of wavelets in time series analysis and time series that arise from energy applications.
(For more details see).

Prof. Daniel Peña Sanchez De Rivera.

Title of the Talk: Dimension reduction and forecasting in large data sets of time series
Rector of the Carlos III University of Madrid.
Full Professor at Universidad Carlos III de Madrid. Department of Statistics

Daniel Peña was born in Madrid in 1948. He received his PhD in Industrial Engineering from the Polytechnic University of Madrid, Bachelor’s Degrees in Sociology and Statistics from the Complutense University of Madrid and Business Administration ITP from Harvard. President of Carlos III University of Madrid in the period 2007- 2011 and re-elected in March 2011. He was Director of the Management Committee (1993-2000) and Vice Rector of the Carlos III University of Madrid (1992- 1995), where he is Full Professor of the Department of Statistics. He has also been Full Professor at the Polytechnic University of Madrid, the University of Wisconsin- Madison and the University of Chicago. He is Founding Director of the Quantitative Methods Department of the EOI Business School, of the Statistics Laboratory of the ETSII-UPM (the Higher Technical School for Industrial Engineering at the Polytechnic University of Madrid), as well as the Department of Economics and Statistics and Econometrics of the Carlos III University of Madrid. He has been Director of the “Revista Estadística Española” and President of the Spanish Society of Statistics and Operative Research (Sociedad Española de Estadística e Investigación Operativa).

In the same field, he stands out as the Founding President of the Statistical Methods Committee of the Spanish Association for Quality and member of the State High Council of Statistics, Vice President of the Inter-American Institute of Statistics and President of European Courses in Advanced Statistics.

He has published thirteen books and more than 190 research articles on Statistics, Quality and its Applications. He is Associate Editor of several international journals and has received national and international awards for research. In 2006 he received the Youden Award for the best article published in “Technometrics”.

He is an honorary member of prestigious international associations such as the Institute of Mathematical Statistics and the American Statistical Association.

This information is from: Daniel Peña Sanchez De Rivera (UC3M)

Prof. Siem Jan Koopman
Professor of Econometrics at the Vrije Universiteit Amsterdam. Department of Econometrics

SJK is Professor of Econometrics at the Vrije Universiteit Amsterdam and research fellow at the Tinbergen Institute, both since 1999. Furthermore, he is a long-term Visiting Professor at CREATES, University of Aarhus and a Visiting Researcher at the European Central Bank, Financial Research. Since 2013, he is a Journal of Applied Econometrics Distinguished Author. He held positions at the London School of Economics between 1992 and 1997 and at the CentER (Tilburg University) between 1997 and 1999. In 2002 he visited the US Bureau of the Census in Washington DC as an ASA / NSF / US Census / BLS Research Fellow.

Furthermore, he was a Fernand Braudel Senior Fellow at the Department of Economics, European University Institute, Florence, Italy, in 2010. His Ph.D. is from the LSE and dates back to 1992.

The monograph Time Series Analysis by State Space Methods is written by J. Durbin and SJK. The book originally appeared in 2001. The Second Edition is recently published by Oxford University Press, in May 2012. The Durbin & Koopman 2012 book consists of 368 pages. The book An Introduction to State Space Time Series Analysis appeared in 2007 and is written by J.J.F. Commandeur and SJK. His other books (co-authored, software and editorial) are listed here

The research interests of SJK cover topics in statistical analysis of time series, financial econometrics, simulation-based estimation, Kalman filter, economic forecasting and, more generally, time series econometrics. His number of publications in refereed journals since 1992 is 75 while his work includes 29 entries in books and discussions. His current citation h-index at Thomson Reuters is 18 and at Google Scholar is 37.

He fullfills editorial duties at the Journal of Applied Econometrics and the Journal of Forecasting. Finally he is an OxMetrics software developer and is actively engaged in the development of the time series software packages STAMP and SsfPack.

This information is from: Prof. Siem Jan Koopman

Em.O.Univ.Prof. DI Dr. Manfred DEISTLER.

Title of the Talk: Regular and Singular AR and ARMA Models, The Single and The Mixed Frequency Case: A Structure Theory.
ABSTRACT: A multivariate AR or ARMA system, repectively, is called singular, if its innovation variance matrix is singular, otherwise the system is called regular. Singular AR and ARMA systems naturally occur in dynamic factor models where the number of static factors exceeds the number of dynamic factors, as well as in DSGE models where the number of observations is larger than the number of shocks. The emphasis of the talk is on structure theory, in particular on („constructive“) identifiability and its relation to consistent estimation. We show that identifiability of singular mulivariate AR systems is more intricate compared to the regular case and has similarities to the ARMA case. The final part of the lecture deals with mixed frequency data in case of regular and singular AR an ARMA systems. In particular we show generic identifiability of AR systems from mixed frequency data, whereas for ARMA systems such a result needs additional retrictions.

em.O.Univ.Prof. DI Dr. Manfred DEISTLER is Professor at the Vienna University of Technology, in the Institute of Statistics and Mathematical Methods in Economics. The Unit is: Econometrics and System Theory, in Wiedner Hauptstrasse 8-10, A-1040 Vienna, AUSTRIA.

RESEARCH INTERESTS:

Identification of linear dynamical systems in ARMA and state space representation, structure and estimation, in particular in the multivariate case, data driven local coordinates, subspace identification

Identification of linear dynamical factor- and errors-in-variables models, in particular structure theory

Analysis and prediction of financial time series

Analysis and prediction of business and market data

Analysis of load and price time series for electricity markets

PROJECTS:

Principal investigator of the FWF project P-17065 Identification of multivariate Dynamic Systems

Teamleader of the team TUWIEN of the european research project ERNSI

Co-initiator of and group leader at the industrial mathematics competence center, IMCC, Linz

Member of the austrian academy of sciences

Fellow of the econometric society

Fellow of the Journal of Econometrics

IEEE Fellow

This information is from: Prof. DI Dr. Manfred DEISTLER